In your Visio drawing, make sure that nothing is selected.
Click Home > Copy, or press Ctrl + C.
Note: This command copies the entire drawing, including shapes on other drawing pages and on backgrounds. When you embed a multiple-page Visio drawing, the visible page will be the one that is active when you copy the drawing.
Open the document in which you want to embed the drawing, and then click Home > Paste, or press Ctrl + V.